Showing 1 - 10 of 124,505
Persistent link: https://www.econbiz.de/10001737287
Persistent link: https://www.econbiz.de/10009162229
The paper focuses on the problem of pricing and hedging a European contingent claim for an incomplete market model, in which evolution of price processes for a saving account and stocks depends on an observable Markov chain. The pricing function is evaluated using the martingale approach. The...
Persistent link: https://www.econbiz.de/10009379451
Persistent link: https://www.econbiz.de/10001534675
Persistent link: https://www.econbiz.de/10001692168
Persistent link: https://www.econbiz.de/10013281457
Persistent link: https://www.econbiz.de/10013390443
Persistent link: https://www.econbiz.de/10003372033